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Econometric measures of systemic risk in the finance and insurance sectors
Billio, Monica; Getmansky, Mila; Lo, Andrew W.; … - 2010
Persistent link: https://www.econbiz.de/10003995037
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Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000637525
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Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang - 2001
Persistent link: https://www.econbiz.de/10001585169
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Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.; Wang, Jiang - 2001
Persistent link: https://www.econbiz.de/10001627285
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Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.; Wang, Jiang - 2000
Persistent link: https://www.econbiz.de/10001468727
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Robust ranking and portfolio optimization
Tri-Dung Nguyen; Lo, Andrew W. - In: European journal of operational research : EJOR 221 (2012) 2, pp. 407-416
Persistent link: https://www.econbiz.de/10009557681
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Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine; Lo, Andrew W. - In: Journal of econometrics 94 (2000) 1/2, pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
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An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - 2003
Persistent link: https://www.econbiz.de/10001748919
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Competition and R&D financing decisions : theory and evidence from the biopharmaceutical industry
Thakor, Richard T.; Lo, Andrew W. - 2015
Persistent link: https://www.econbiz.de/10010490808